-10.5%
MLM vs EXPD
+53.8%
-64.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +2.7% |
| 7D | +9.1% | +0.3% | +8.9% | +9.0% |
| 30D | +14.6% | +1.8% | +12.8% | +14.3% |
| 3M | +0.3% | +8.9% | -8.6% | -0.8% |
| 6M | -7.5% | +42.2% | -49.7% | -10.6% |
| YTD | -10.2% | +33.4% | -43.6% | -14.7% |
| 1Y | -10.5% | +47.2% | -57.7% | -16.5% |
| All | -10.5% | +53.8% | -64.3% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling